+476.4%
TLN vs PFGC
+65.1%
+411.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +7.1% | -2.2% | +9.3% | +7.9% |
| 30D | -3.9% | -11.9% | +8.0% | +0.5% |
| 3M | -16.2% | +5.0% | -21.2% | -19.0% |
| 6M | -5.8% | +8.6% | -14.4% | -10.6% |
| YTD | -15.4% | +9.7% | -25.1% | -19.9% |
| 1Y | -16.7% | -6.3% | -10.4% | -16.3% |
| All | +476.4% | +65.1% | +411.2% | +394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling